+96.1%
DLR vs CHWY
-41.4%
+137.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -1.3% | -12.0% | +10.7% | 0.0% |
| 30D | -2.9% | -6.2% | +3.3% | -2.4% |
| 3M | +3.2% | +5.5% | -2.3% | +2.1% |
| 6M | +3.9% | -17.8% | +21.7% | +5.4% |
| YTD | +21.4% | -36.2% | +57.7% | +26.4% |
| 1Y | +9.7% | -40.0% | +49.6% | +14.8% |
| 3Y | +56.5% | -8.3% | +64.9% | +51.2% |
| 5Y | +41.5% | -71.9% | +113.4% | +48.5% |
| All | +96.1% | -41.4% | +137.6% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling